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Looking for evidence of speculative stockholding in commodity markets

  • Ng, Serena

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File URL: http://www.sciencedirect.com/science/article/B6V85-3VWPNPX-J/2/55f5019dd62fc32d6a3d0b226c76ae52
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 20 (1996)
Issue (Month): 1-3 ()
Pages: 123-143

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Handle: RePEc:eee:dyncon:v:20:y:1996:i:1-3:p:123-143
Contact details of provider: Web page: http://www.elsevier.com/locate/jedc

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  1. Lee, Tae-Hwy & White, Halbert & Granger, Clive W. J., 1993. "Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests," Journal of Econometrics, Elsevier, vol. 56(3), pages 269-290, April.
  2. Christopher L Gilbert, 1993. "Modelling Market Fundamentals: A Model of the Aluminium Market," CEPR Financial Markets Paper 0030, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ..
  3. repec:cup:cbooks:9780521326162 is not listed on IDEAS
  4. Gourieroux Christian & Monfort Alain, 1991. "Qualitative threshold arch models," CEPREMAP Working Papers (Couverture Orange) 9109, CEPREMAP.
  5. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-38, May.
  6. Newbery, David M G & Stiglitz, Joseph E, 1982. "Optimal Commodity Stock-piling Rules," Oxford Economic Papers, Oxford University Press, vol. 34(3), pages 403-27, November.
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